Quantopian is searching for a low drawdown stock trading strategy. Its stated goal being to margin it as high as 6 times. The restriction being a near zero beta, low volatility portfolio. The presented strategy is marginally acceptable. Its beta is 0.38 compared to the stated limit of $\pm$ 0.30. Also, the drawdown is higher than wished for. However, there are attenuating circumstances.

Evidently, if you want to margin 6 times, the drawdown figure better be small. Six times a small drawdown near 0.10, will still something close to 0.60. Hopefully less, but still, tending to it.

There are other ways of doing this.

For instance, the following strategy can do the job, and in a different way.

This trading strategy is not mine. Everyone on Quantopian should recognize it. I do not know exactly who the author is. I do not have its history. All I did was clone it and started changing parameters to see how it behaved.

I usually go for the pressure points. Not necessarily changing the code, but to see if the trading strategy is scalable for instance, and if so, how far. The only way to find out is to make some tests.

So here is that strategy, which I consider a diamond in the rough, that can do more simply by adding some pressure to it. The first observation being that the strategy can in fact handle it.

For sure, if you want more profits, you will have to take more risk. It is an understated market axiom. You want more, then you will have to do more. Evidently, all within the restrictions you might set.

I wanted to know if it scaled upward well. That is easy to do, you simply raise the initial capital. I also wanted to know if it could survive some leverage. Since Quantopian has for intention to leverage some of their systems. Might as well find out how far this one can go.